+19,242.6%
VLO vs ODFL
+32,662.2%
-13,419.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -6.3% | +11.5% | +6.2% |
| 30D | +22.6% | -13.6% | +36.2% | +25.4% |
| 3M | +43.8% | -24.2% | +67.9% | +49.9% |
| 6M | +65.7% | -13.8% | +79.5% | +68.3% |
| YTD | +131.1% | +19.0% | +112.1% | +122.5% |
| 1Y | +143.6% | +25.7% | +118.0% | +131.7% |
| 3Y | +201.4% | -13.1% | +214.5% | +201.3% |
| 5Y | +568.9% | +26.7% | +542.2% | +519.1% |
| 10Y | +891.8% | +721.5% | +170.3% | +602.1% |
| All | +19,242.6% | +32,662.2% | -13,419.7% | +9,443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling